ON EXTENSION OF THE LIMIT THEOREM OF RENEWAL THEORY AND ITS APPLICATION

ANNA BONDARENKO

Theory of Stochastic Processes Vol. 12 (28), no. 3–4, 2006, pp. 12–19

Markov process with an atom of the stationary distribution of the embedded Markov chain is obtained in this paper. The obtained result is used for finding an analytic solution of a reliability problem for a system with protection.

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